On simulating Balakrishnan skew-normal variates. (English) Zbl 1365.65027
Comput. Stat. Data Anal. 57, No. 1, 52-58 (2013); erratum ibid. 59, 183-184 (2013).
Summary: The novel Balakrishnan skew-normal distribution was introduced in 2008. The only known scheme for simulating from this distribution is based on acceptance/rejection sampling. Here, we introduce an alternative scheme that is more efficient. We also derive various stochastic representations for the Balakrishnan skew-normal distribution.
MSC:
| 65C60 | Computational problems in statistics (MSC2010) |
| 62E15 | Exact distribution theory in statistics |
| 60E05 | Probability distributions: general theory |
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